+39.1%
OWL vs SPMO
+208.4%
-169.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -5.0% |
| 7D | -3.9% | +3.4% | -7.3% | -7.1% |
| 30D | -3.7% | +0.5% | -4.2% | -4.4% |
| 3M | +21.4% | +1.9% | +19.5% | +16.4% |
| 6M | +18.3% | +27.8% | -9.5% | -12.8% |
| YTD | -20.1% | +26.7% | -46.8% | -40.4% |
| 1Y | -32.8% | +28.9% | -61.7% | -50.7% |
| 3Y | +8.6% | +160.7% | -152.1% | -61.6% |
| 5Y | -4.5% | +150.2% | -154.6% | -66.1% |
| All | +39.1% | +208.4% | -169.3% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling